+5,778.3%
MU vs ICE
+216.5%
+5,561.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | +7.2% | -1.2% | +8.3% | +7.6% |
| 30D | +14.0% | +5.0% | +9.0% | +11.1% |
| 3M | +5.4% | +13.9% | -8.5% | -2.7% |
| 6M | +170.3% | -4.4% | +174.7% | +171.2% |
| YTD | +250.7% | -1.9% | +252.6% | +242.2% |
| 1Y | +662.1% | -8.1% | +670.2% | +669.5% |
| 3Y | +1,341.2% | +42.5% | +1,298.7% | +979.7% |
| 5Y | +1,319.3% | +40.6% | +1,278.7% | +945.1% |
| 10Y | +5,778.3% | +217.1% | +5,561.2% | +2,707.1% |
| All | +5,778.3% | +216.5% | +5,561.8% | +2,707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling